5 citations · 10 across the 4 of their papers we have counts for
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math.OC2017
Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown -Disturbance
Jianhui Huang, Minyi Huang
This paper considers a class of mean field linear-quadratic-Gaussian (LQG) games with model uncertainty. The drift term in the dynamics of the agents contains a common unknown func…
math.OC2014★ 5 cited
A Class of Mean-field LQG Games with Partial Information
Jianhui Huang, Shujun Wang
The large-population system consists of considerable small agents whose individual behavior and mass effect are interrelated via their state-average. The mean-field game provides a…
math.OC2014★ 3 cited
Mean Field Linear-Quadratic-Gaussian (LQG) Games: Major and Minor Players
Jianhui Huang, Shujun Wang, Zhen Wu
This paper is concerned with a backward-forward stochastic differential equation (BFSDE) system, in which a large number of negligible agents are coupled in their dynamics via stat…